INTERNATIONAL UNIVERSITY (IU) Engineering Probability & Statistic

ISE Department Lecturer: Phan Nguyễn Kỳ Phúc

--------------------o0o------------------

SAMPLING
1. Population Mean Estimation
When sampling a sample, 3 following parameters can be obtained from a sample

 Sample size: n
 Mean of sample:
 Standard deviation of sample: s

Quần thể - Population,mẫu - Sample và lấy mẫu - sampling

Following table summarizes situations which can be met in sampling

std (σ) of population is given std (σ) of population is not given

Sample size: n Small sample size (n<30) Large sample size (n≥30)

Distribution of
z-distribution: t-distribution: , z-distribution:
Confident interval
of population
mean

2. Population Proportion Estimation

When sampling a sample corresponding to proportion case, 3 following parameters can be obtained from a sample

 Sample size: n

06 Sampling 1
 INTERNATIONAL UNIVERSITY (IU) Engineering Probability & Statistic
ISE Department Lecturer: Phan Nguyễn Kỳ Phúc
--------------------o0o------------------

 Sample proportion:

 Standard deviation of sample:

06 Sampling 2
 INTERNATIONAL UNIVERSITY (IU) Engineering Probability & Statistic
ISE Department Lecturer: Phan Nguyễn Kỳ Phúc
--------------------o0o------------------

Population Proportion Estimation (cont.)

std (σ) of population is given

Sample size: n

Distribution of
z-distribution:
CI of population
proportion

3. The Chi-Square χ2 Distribution & Population Variance Estimation

 The chi-square distribution is NOT SYMMETRIC
 The chi-square distribution is used to TEST the VARIANCE
 The chi-square distribution requires the DEGREE OF FREEDOM (dof)

std (σ) of population is given

Sample size: n

Distribution of
χ2 -distribution:

CI of population
variance

4. Sample Size Determination

We want to increase the accuracy in estimating the populations mean up to certain level =>
decrease the width of CI

Width of CI:

06 Sampling 3
 INTERNATIONAL UNIVERSITY (IU) Engineering Probability & Statistic
ISE Department Lecturer: Phan Nguyễn Kỳ Phúc
--------------------o0o------------------

B, MINIMUM SAMPLE SIZE must satisfy:

So given a bound

06 Sampling 4
 INTERNATIONAL UNIVERSITY (IU) Engineering Probability & Statistic
ISE Department Lecturer: Phan Nguyễn Kỳ Phúc
--------------------o0o------------------

Assignments

Question 1: Suppose you are sampling from a population with mean µ= 1,065 and standard
deviation σ = 500. The sample size is n=100. What are the expected value and the variance of
the sample mean ?

Avg= (x1+x2+…+xn)/n

Avg ~ N(1065, 5002/100)

Question 2: Suppose you are sampling from a population with

population variance σ2 = 1,000,000. You want the standard deviation of
the sample mean to be at most 25. What is the minimum sample size you
should use?
Variance of sample mean = σ2/n <= 252
Question 3: When sampling is from a population with mean 53 and standard deviation 10, using
a sample of size 400, what are the expected value and the standard deviation of the sample
mean?

Question 4: What are the expected value and the standard deviation of the sample
proportion ^
P if the true population proportion is 0.2 and the sample size is n= 90.

proportion ^
P of sample has the expected value =0.2

variance = 0.2*0.8/90

Question 5: Häagen-Dazs ice cream produces a frozen yogurt aimed at health-conscious ice
cream lovers. Before marketing the product in 2007, the company wanted to estimate the
proportion of grocery stores currently selling Häagen-Dazs ice cream that would sell the new
product. If 60% of the grocery stores would sell the product and a random sample of 200 stores
is selected, what is the probability that the percentage in the sample will deviate from the
population percentage by no more than 7 percentage points?

Question 6: Japan’s birthrate is believed to be 1.57 per woman. Assume that the population
standard deviation is 0.4. If a random sample of 200 women is selected, what is the probability
that the sample mean will fall between 1.52 and 1.62?

Avg ~ (1.57, 0.42/200)

06 Sampling 5
 INTERNATIONAL UNIVERSITY (IU) Engineering Probability & Statistic
ISE Department Lecturer: Phan Nguyễn Kỳ Phúc
--------------------o0o------------------

P( 1.52<Avg<1.62)

Question 7: A real estate agent needs to estimate the average value of a residential property of a
given size in a certain area. The real estate agent believes that the standard deviation of the
property values is σ = $5,500.00 and that property values are approximately normally distributed.
A random sample of 16 units gives a sample mean of $89,673.12. Give a 95% confidence
interval for the average value of all properties of this kind.

Avg ~ N(89,673.12, 55002/16)

P(a<Avg<b) = 95%  P(-1.96<Z<1.96)

(a-89,673.12)/1375 = -1.96

(b-89,673.12)/1375 = 1.96

Interval càng rộng => mức độ đáng tin càng cao

Question 8: An astronomer wants to measure the distance from her observatory to a distant star.
However, due to atmospheric disturbances, any measurement will not yield the exact distance d.
As a result, the astronomer has decided to make a series of measurements and then use their
average value as an estimate of the actual distance. If the astronomer believes that the values of
the successive measurements are independent random variables with a mean of d light years and
a standard deviation of 2 light years, how many measurements need she make to be at least 95
percent certain that her estimate is accurate to within ± .5 light years?

Avg ~ N(d, 22/n)

P(a<Avg<b) = 95%  P(-1.96<Z<1.96)

(a-d)/[2/sqrt(n)] = -1.96

(b-d)/[2/sqrt(n)] = +1.96

(b-d)/[2/sqrt(n)] - (a-d)/[2/sqrt(n)] = 2* 1.96

1/[2/sqrt(n)] = 2*1.96

06 Sampling 6